If you want to go faith then I'd get the blessed mace from 5-1. I'd get the crescent falchion from 4-1 and then find the blessed mace. It's quite well hidden though, requires a bold jump down from a plank.

Faint Stone is your upgrade material and in general, world 5 is where you find all that stuff. At faith 16 you get a second miracle slot and so you can equip the second chance miracle.

Faith in Demon's is mostly about health regeneration (quite beastly from a faith weapon).

If you were to combine the upgraded adjudicator shield, a maxed blessed weapon and the regeneration ring, you'd get +18 health per second.